WordPress.com to WordPress.org. Domain from godaddy

Hello!

My company’s website (magrea.com) is hosted on wordpress.com and the domain is from godaddy.com. I just bought a domain from themeforest without knowing that I would need to use wordpress.org instead. Our website does not have much content (yet!) so I am willing to recreate everything on wordpress.org.

I just downloaded the zip file for wordpress.org, but I am confused as to how to start it. Please help!

Thank you!